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On orderings of vectors of order statistics and...
Journal article

On orderings of vectors of order statistics and sample ranges from heterogeneous bivariate Pareto variables

Abstract

In this paper, we study ordering properties of vectors of order statistics and sample ranges arising from bivariate Pareto random variables. Assume that $(X_1,X_2)\sim\mathcal{BP}(\alpha,\lambda_1,\lambda_2)$ and $(Y_1,Y_2)\sim\mathcal{BP}(\alpha,\mu_1,\mu_2).$ We then show that $(\lambda_1,\lambda_2)\stackrel{m}{\succ}(\mu_1,\mu_2)$ implies $(X_{1:2},X_{2:2})\ge_{st}(Y_{1:2},Y_{2:2}).$ Under bivariate Pareto distributions, we prove that the reciprocal majorization order between the two vectors of parameters is equivalent to the hazard rate and usual stochastic orders between sample ranges. We also show that the weak majorization order between two vectors of parameters is equivalent to the likelihood ratio and reversed hazard rate orders between sample ranges.

Authors

Sattari M; Balakrishnan N

Journal

Probability in the Engineering and Informational Sciences, , , pp. 1–16

Publisher

Cambridge University Press (CUP)

Publication Date

January 1, 2025

DOI

10.1017/s0269964825100119

ISSN

0269-9648

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